TAIL vs VOO

TAIL vs VOO

Which is better, TAIL or VOO?

Opposite sides of the same exposure.

VOO has a lower expense ratio. VOO led over 1Y, 3Y, 5Y and the full window. The two move opposite each other, correlation -0.70, so holding both offsets the exposure while paying both fees.

Lower Fees: VOOHigher Returns: VOO

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricTAILVOO
Expense Ratio0.59%0.03%Best
AUM$154M$997.4B
Dividend Yield3.04%1.04%
Holdings11509
YTD Return-13.20%+12.37%Best
1Y Return-15.02%+16.61%Best
3Y Return (annualized)-6.04%+21.37%Best
5Y Return (annualized)-10.14%+13.49%Best
Volatility (annualized)11.1%Best15.8%
Max Drawdown-55.2%-34.3%Best
$10,000 over 5 years$5,859$18,827Best
Fund FamilyCambria Investment ManagementVanguard (US)
CategoryAlternativeEquity
StyleTrading-Inverse EquityLarge Cap Blend
InceptionApr 5, 2017Sep 7, 2010

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Apr 6, 2017 to Sep 18, 2026 (9.5 years).

TAIL vs VOO growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 9.5 years both funds cover.

TAIL vs VOO Performance

Cambria Tail Risk ETF (TAIL) is an ETF from Cambria Investment Management and Vanguard S&P 500 ETF (VOO) is an ETF from Vanguard (US). Over the past year TAIL returned -15.02% while VOO returned +16.61%. Year to date, TAIL is down 13.20% versus a gain of 12.37% for VOO.

Over three years, TAIL compounded at -6.04% per year against +21.37% for VOO; over five years the annualized figures are -10.14% and +13.49% respectively. Across the full 10-year window we track, VOO has the edge at +14.21% annualized vs -7.75%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

VOO has been the more volatile fund, with annualized monthly volatility of 15.8% compared with 11.1% for TAIL. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -55.2% for TAIL and -34.3% for VOO. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at -0.70. They move opposite each other. Holding both offsets the exposure rather than spreading it, while paying both funds' fees.

Fees and Cost Over Time

TAIL charges 0.59% per year while VOO charges 0.03%. On a $10,000 position that is $59 vs $3 annually, a gap of $56 per year that compounds over a long holding period. On income, TAIL currently yields 3.04% against 1.04% for VOO.

Holdings Overlap

We hold position weights for 2 holdings in TAIL and 494 in VOO, totalling 93.4% and 99.5% of the two funds. The two books name no position in common, so there is no overlap percentage to show.

0 positions in common, counted across the 2 positions we hold weights for in TAIL and 494 in VOO, against full books of 11 and 509.

You are not choosing between two funds in isolation.

Whichever of TAIL and VOO you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

TAILVOO

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, TAIL or VOO?

TAIL has an expense ratio of 0.59% while VOO charges 0.03%. VOO is the cheaper option, by $56 a year on a $10,000 investment.

Which performed better, TAIL or VOO?

Over the past year TAIL returned -15.02% vs +16.61% for VOO, so VOO leads on 1-year performance. Over the longest common window we track (10 years), TAIL annualized -7.75% vs +14.21% for VOO. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, TAIL or VOO?

VOO has been the more volatile fund at 15.8% annualized versus 11.1% for TAIL. Worst drawdown: TAIL -55.2% vs VOO -34.3%.

Should I hold both TAIL and VOO?

TAIL and VOO have a monthly-return correlation of -0.70, so they move opposite each other. Holding both offsets the exposure rather than spreading it, and pays both funds' fees on the way. This is information, not a recommendation.

Which pays a higher dividend, TAIL or VOO?

TAIL yields 3.04% while VOO yields 1.04%, so TAIL currently pays the higher dividend yield.

Is VOO better than TAIL?

VOO has a lower expense ratio. VOO led over 1Y, 3Y, 5Y and the full window. The two move opposite each other, correlation -0.70, so holding both offsets the exposure while paying both fees. Which one suits a particular account depends on what it is for. This is information, not a recommendation.